+194.3%
NOK vs BX
+25.1%
+169.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.5% | +2.3% | +4.4% |
| 7D | +11.0% | -5.6% | +16.6% | +11.9% |
| 30D | +7.8% | -12.2% | +20.1% | +10.0% |
| 3M | -21.0% | +7.4% | -28.4% | -22.2% |
| 6M | +40.9% | +22.2% | +18.7% | +35.0% |
| YTD | +72.0% | -14.0% | +86.0% | +75.1% |
| 1Y | +140.9% | -27.3% | +168.2% | +154.5% |
| 3Y | +194.3% | +24.5% | +169.7% | +143.0% |
| All | +194.3% | +25.1% | +169.2% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling